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3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
| 3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 1998 |
| Descrizione fisica | 253 p. ; 24 cm |
| Disciplina | 515(Analisi matematica) |
| Soggetto topico |
Probabilità
00Bxx - Conference proceedings and collections of articles [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Calculus Differential equations Malliavin Calculus Martingales Mathematical statistics Probability Theory Probability spaces Semimartingales Statistics Stochastic Integrals Stochastisches Integrals |
| ISBN |
35-405-4687-1
978-35-405-4687-0 978-36-420-8122-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00105704 |
| Berlin, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
| 3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 1998 |
| Descrizione fisica | 253 p. ; 24 cm |
| Disciplina | 515(Analisi matematica) |
| Soggetto topico |
Probabilità
00Bxx - Conference proceedings and collections of articles [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Calculus Differential equations Malliavin Calculus Martingales Mathematical statistics Probability Theory Probability spaces Semimartingales Statistics Stochastic Integrals Stochastisches Integrals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00298282 |
| Berlin, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A Course of Stochastic Analysis / Alexander Melnikov
| A Course of Stochastic Analysis / Alexander Melnikov |
| Autore | Melnikov, Alexander V. |
| Pubbl/distr/stampa | Cham, : Springer, : CMS, 2023 |
| Descrizione fisica | x, 208 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Exx - Distribution theory [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60J70 - Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [MSC 2020] |
| Soggetto non controllato |
Contemporary theory
Finance Probability Statistics Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279381 |
Melnikov, Alexander V.
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| Cham, : Springer, : CMS, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi
| Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi |
| Autore | Alfonsi, Aurélien |
| Pubbl/distr/stampa | [Cham], : Bocconi university, : Springer, 2015 |
| Descrizione fisica | XIII, 252 p. : ill. ; 24 cm |
| Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
62-XX - Statistics [MSC 2020] 00A71 - General theory of mathematical modeling [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 00A72 - General theory of simulation [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113240 |
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Alfonsi, Aurélien
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| [Cham], : Bocconi university, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi
| Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi |
| Autore | Alfonsi, Aurélien |
| Pubbl/distr/stampa | [Cham], : Bocconi university, : Springer, 2015 |
| Descrizione fisica | XIII, 252 p. : ill. ; 24 cm |
| Soggetto topico |
00A71 - General theory of mathematical modeling [MSC 2020]
00A72 - General theory of simulation [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 62-XX - Statistics [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113240 |
|
Alfonsi, Aurélien
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| [Cham], : Bocconi university, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi
| Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi |
| Autore | Alfonsi, Aurélien |
| Edizione | [[Cham] : Bocconi university : Springer, 2015] |
| Pubbl/distr/stampa | XIII, 252 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
62-XX - Statistics [MSC 2020] 00A71 - General theory of mathematical modeling [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 00A72 - General theory of simulation [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113240 |
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Alfonsi, Aurélien
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| XIII, 252 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bessel processes, Schramm–Loewner evolution, and the Dyson model / Makoto Katori
| Bessel processes, Schramm–Loewner evolution, and the Dyson model / Makoto Katori |
| Autore | Katori, Makoto |
| Pubbl/distr/stampa | [Singapore], : Springer, 2016 |
| Descrizione fisica | X, 141 p. : ill. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60J65 - Brownian motion [MSC 2020] 82C41 - Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60B20 - Random matrices (probabilistic aspects) [MSC 2020] 60J67 - Stochastic (Schramm-)Loewner evolution (SLE) [MSC 2020] |
| Soggetto non controllato |
Complexifications of random variables
Conformal transformations and conformal invariance Itô’s formula and Stochastic Calculus Multivariate extensions and special functions Random matrix theory and conformal field theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114469 |
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Katori, Makoto
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| [Singapore], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bessel processes, Schramm–Loewner evolution, and the Dyson model / Makoto Katori
| Bessel processes, Schramm–Loewner evolution, and the Dyson model / Makoto Katori |
| Autore | Katori, Makoto |
| Pubbl/distr/stampa | [Singapore], : Springer, 2016 |
| Descrizione fisica | X, 141 p. : ill. ; 24 cm |
| Soggetto topico |
60B20 - Random matrices (probabilistic aspects) [MSC 2020]
60J60 - Diffusion processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60J67 - Stochastic (Schramm-)Loewner evolution (SLE) [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 82C41 - Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics [MSC 2020] |
| Soggetto non controllato |
Complexifications of random variables
Conformal transformations and conformal invariance Itô’s formula and Stochastic Calculus Multivariate extensions and special functions Random matrix theory and conformal field theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114469 |
|
Katori, Makoto
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| [Singapore], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Bessel processes, Schramm–Loewner evolution, and the Dyson model / Makoto Katori
| Bessel processes, Schramm–Loewner evolution, and the Dyson model / Makoto Katori |
| Autore | Katori, Makoto |
| Edizione | [[Singapore] : Springer, 2016] |
| Pubbl/distr/stampa | X, 141 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60J65 - Brownian motion [MSC 2020] 82C41 - Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60B20 - Random matrices (probabilistic aspects) [MSC 2020] 60J67 - Stochastic (Schramm-)Loewner evolution (SLE) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114469 |
|
Katori, Makoto
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| X, 141 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Boundary value problems and Markov processes : Functional Analysis Methods for Markov Processes / Kazuaki Taira
| Boundary value problems and Markov processes : Functional Analysis Methods for Markov Processes / Kazuaki Taira |
| Autore | Taira, Kazuaki |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | XVII, 500 p. : ill. ; 24 cm |
| Soggetto topico |
35J25 - Boundary value problems for second-order elliptic equations [MSC 2020]
60J35 - Transition functions, generators and resolvents [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 47D07 - Markov semigroups and applications to diffusion processes [MSC 2020] 47Dxx - Groups and semigroups of linear operators, their generalizations and applications [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0132619 |
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Taira, Kazuaki
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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